+423.5%
KLAC vs FLNC
-71.1%
+494.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.3% |
| 7D | +2.5% | -5.0% | +7.5% | +3.4% |
| 30D | -11.5% | -26.1% | +14.6% | -6.6% |
| 3M | -16.9% | -55.2% | +38.2% | -4.0% |
| 6M | +22.2% | -42.6% | +64.8% | +29.7% |
| YTD | +46.4% | -51.0% | +97.4% | +55.9% |
| 1Y | +91.0% | +43.3% | +47.7% | +60.3% |
| 3Y | +264.6% | -63.4% | +328.0% | +243.4% |
| All | +423.5% | -71.1% | +494.5% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling